Johnny Weir -- Asking for Privacy ... After Blabbing Away

Johnny Weir says his messy divorce from Victor Voronov is a private matter ... at least it's private AFTER Johnny gave an exclusive tell-all interview to a TV show.

Our photog spotted Weir on the streets of New York City this morning ... where we wished him well on his upcoming appearance on "Celebrity Apprentice." But when we brought up his recent "drama on the homefront" ... Weir clammed up, claiming, "It's private."

Was it private last week when he spilled the beans to "Access Hollywood" and accused Victor of multiple instances of domestic abuse?